Nomura Co Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.86% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0887 | 11.32 | |
| 0.0788 | 27.73 | |
| 0.9188 | 279.28 | |
| 0.0903 | 3.03 | |
| 1.5982 | 27.99 |
Estimation Period:
Jan 8, 1992 to Feb 6, 2026
Jan 8, 1992 to Feb 6, 2026
News Impact Curve
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